+1.8%
CTSH vs ITW
+33.4%
-31.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.1% | +2.3% | -4.5% | -3.2% |
| 30D | +1.4% | +6.7% | -5.3% | -1.8% |
| 3M | +7.5% | -0.5% | +8.0% | +7.5% |
| 6M | +39.6% | +16.4% | +23.2% | +29.2% |
| YTD | -22.3% | +19.0% | -41.3% | -30.3% |
| 1Y | -12.0% | +20.2% | -32.2% | -21.6% |
| 3Y | +1.8% | +33.1% | -31.3% | -18.6% |
| All | +1.8% | +33.4% | -31.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling